TKOMY vs. NTTYY
TKOMY (Tokio Marine Holdings Inc) and NTTYY (Nippon Telegraph and Telephone Corp ADR) are both stocks. TKOMY operates in Insurance - Property & Casualty (Financial Services), while NTTYY operates in Telecom Services (Communication Services). Over the past 10 years, TKOMY returned 15.82%/yr vs 1.13%/yr for NTTYY. At a 0.30 correlation, their price movements are largely independent.
Performance
TKOMY vs. NTTYY - Performance Comparison
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Returns By Period
In the year-to-date period, TKOMY achieves a 14.74% return, which is significantly higher than NTTYY's -11.79% return. Over the past 10 years, TKOMY has outperformed NTTYY with an annualized return of 15.82%, while NTTYY has yielded a comparatively lower 1.13% annualized return.
TKOMY
- 1D
- -1.94%
- 1M
- -8.38%
- YTD
- 14.74%
- 6M
- 14.06%
- 1Y
- 5.00%
- 3Y*
- 24.10%
- 5Y*
- 23.24%
- 10Y*
- 15.82%
NTTYY
- 1D
- -0.76%
- 1M
- -5.73%
- YTD
- -11.79%
- 6M
- -11.96%
- 1Y
- -14.04%
- 3Y*
- -7.14%
- 5Y*
- -2.61%
- 10Y*
- 1.13%
TKOMY vs. NTTYY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TKOMY Tokio Marine Holdings Inc | 14.74% | 4.28% | 46.61% | 16.29% | 14.78% | 6.20% | -5.38% | 17.55% | 3.65% | 13.57% |
NTTYY Nippon Telegraph and Telephone Corp ADR | -11.79% | 2.79% | -16.66% | 7.84% | 3.06% | 8.63% | 1.78% | 26.78% | -11.25% | 15.27% |
Correlation
The correlation between TKOMY and NTTYY is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2007 | 0.30 |
Fundamentals
TKOMY:
$79.69B
NTTYY:
$71.44B
TKOMY:
¥520.68
NTTYY:
¥320.51
TKOMY:
13.19
NTTYY:
11.22
TKOMY:
0.39
NTTYY:
8.87
TKOMY:
1.69
NTTYY:
0.81
TKOMY:
2.37
NTTYY:
1.18
TKOMY:
¥7.71T
NTTYY:
¥14.61T
TKOMY:
¥4.70T
NTTYY:
¥2.67T
TKOMY:
¥804.94B
NTTYY:
¥3.73T
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Return for Risk
TKOMY vs. NTTYY — Risk / Return Rank
TKOMY
NTTYY
TKOMY vs. NTTYY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tokio Marine Holdings Inc (TKOMY) and Nippon Telegraph and Telephone Corp ADR (NTTYY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TKOMY | NTTYY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.97 | ||
| Sortino ratioReturn per unit of downside risk | +1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 0.88 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | -0.68 | +0.87 |
| Martin ratioReturn relative to average drawdown | 0.42 | -1.27 | +1.69 |
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Drawdowns
TKOMY vs. NTTYY - Drawdown Comparison
The maximum TKOMY drawdown since its inception was -56.95%, smaller than the maximum NTTYY drawdown of -63.81%. Use the drawdown chart below to compare losses from any high point for TKOMY and NTTYY.
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Drawdown Indicators
| TKOMY | NTTYY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.95% | -63.81% | +6.86% |
Max Drawdown (1Y)Largest decline over 1 year | -26.18% | -20.75% | -5.43% |
Max Drawdown (3Y)Largest decline over 3 years | -27.67% | -29.20% | +1.53% |
Max Drawdown (5Y)Largest decline over 5 years | -27.67% | -29.20% | +1.53% |
Max Drawdown (10Y)Largest decline over 10 years | -32.32% | -29.57% | -2.75% |
Current DrawdownCurrent decline from peak | -15.56% | -29.01% | +13.45% |
Average DrawdownAverage peak-to-trough decline | -16.55% | -23.03% | +6.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.92% | 11.10% | +0.82% |
Volatility
TKOMY vs. NTTYY - Volatility Comparison
Tokio Marine Holdings Inc (TKOMY) has a higher volatility of 8.95% compared to Nippon Telegraph and Telephone Corp ADR (NTTYY) at 4.24%. This indicates that TKOMY's price experiences larger fluctuations and is considered to be riskier than NTTYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TKOMY | NTTYY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.95% | 4.24% | +4.71% |
Volatility (6M)Calculated over the trailing 6-month period | 28.45% | 12.40% | +16.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.85% | 17.05% | +18.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.86% | 18.15% | +12.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.71% | 20.31% | +7.40% |
Dividends
TKOMY vs. NTTYY - Dividend Comparison
Neither TKOMY nor NTTYY has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTTYY Nippon Telegraph and Telephone Corp ADR | 0.00% | 1.77% | 1.73% | 0.00% | 0.00% | 1.83% | 0.00% | 1.71% | 3.52% | 2.53% | 2.63% | 1.94% |
TKOMY Tokio Marine Holdings Inc | 0.00% | 1.69% | 1.49% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.41% | 2.81% | 0.00% |
Financials
TKOMY vs. NTTYY - Financials Comparison
This section allows you to compare key financial metrics between Tokio Marine Holdings Inc and Nippon Telegraph and Telephone Corp ADR. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
TKOMY vs. NTTYY - Profitability Comparison
TKOMY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tokio Marine Holdings Inc reported a gross profit of 132.23B and revenue of 1.22T. Therefore, the gross margin over that period was 10.8%.
NTTYY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Nippon Telegraph and Telephone Corp ADR reported a gross profit of 559.59B and revenue of 4.06T. Therefore, the gross margin over that period was 13.8%.
TKOMY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tokio Marine Holdings Inc reported an operating income of 144.24B and revenue of 1.22T, resulting in an operating margin of 11.8%.
NTTYY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Nippon Telegraph and Telephone Corp ADR reported an operating income of 387.88B and revenue of 4.06T, resulting in an operating margin of 9.6%.
TKOMY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tokio Marine Holdings Inc reported a net income of 82.65B and revenue of 1.22T, resulting in a net margin of 6.8%.
NTTYY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Nippon Telegraph and Telephone Corp ADR reported a net income of 113.01B and revenue of 4.06T, resulting in a net margin of 2.8%.
Frequently Asked Questions
TKOMY and NTTYY have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TKOMY has higher volatility (8.95%) compared to NTTYY (4.24%). In terms of maximum drawdown, TKOMY dropped -56.95% vs NTTYY's -63.81%.
TKOMY currently has the higher Sharpe Ratio (0.14 vs -0.83), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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